+8,373.7%
TPR vs SCCO
+23,950.8%
-15,577.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | +0.7% |
| 7D | -0.3% | -1.9% | +1.6% | +0.3% |
| 30D | +15.1% | -17.4% | +32.5% | +22.8% |
| 3M | +3.5% | -11.7% | +15.2% | +6.5% |
| 6M | +0.4% | -12.1% | +12.6% | +2.3% |
| YTD | +4.6% | +20.9% | -16.3% | -7.6% |
| 1Y | +33.1% | +31.3% | +1.8% | +13.8% |
| 3Y | +396.0% | +170.3% | +225.7% | +209.3% |
| 5Y | +230.3% | +240.8% | -10.5% | +83.7% |
| 10Y | +368.4% | +683.6% | -315.2% | +89.9% |
| All | +8,373.7% | +23,950.8% | -15,577.1% | +866.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SCCO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling